Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure

Yamagata, Takashi orcid.org/0000-0001-5949-8833, Norkute, Milda, Sarafidis, Vasilis et al. (1 more author) (Accepted: 2020) Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure. Journal of Econometrics. ISSN 0304-4076 (In Press)

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Dates:
  • Accepted: 21 January 2020
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: Pure (York)
Date Deposited: 06 Feb 2020 17:20
Last Modified: 12 Apr 2020 23:25
Status: In Press
Refereed: Yes

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Description: Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure_final

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